CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 09-Mar-2016

Day Change Summary
	Previous	Current
	08-Mar-2016	09-Mar-2016	Change	Change %	Previous Week
Open	0.8823	0.8878	0.0055	0.6%	0.8797
High	0.8896	0.8912	0.0016	0.2%	0.8918
Low	0.8810	0.8815	0.0005	0.1%	0.8730
Close	0.8882	0.8820	-0.0062	-0.7%	0.8769
Range	0.0086	0.0097	0.0011	12.8%	0.0189
ATR	0.0102	0.0102	0.0000	-0.3%	0.0000
Volume	154,879	178,035	23,156	15.0%	680,879

Daily Pivots for day following 09-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9140	0.9077	0.8873
R3	0.9043	0.8980	0.8846
R2	0.8946	0.8946	0.8837
R1	0.8883	0.8883	0.8828	0.8866
PP	0.8849	0.8849	0.8849	0.8840
S1	0.8786	0.8786	0.8811	0.8769
S2	0.8752	0.8752	0.8802
S3	0.8655	0.8689	0.8793
S4	0.8558	0.8592	0.8766

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9371	0.9259	0.8873
R3	0.9183	0.9070	0.8821
R2	0.8994	0.8994	0.8804
R1	0.8882	0.8882	0.8786	0.8844
PP	0.8806	0.8806	0.8806	0.8787
S1	0.8693	0.8693	0.8752	0.8655
S2	0.8617	0.8617	0.8734
S3	0.8429	0.8505	0.8717
S4	0.8240	0.8316	0.8665

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8912	0.8753	0.0159	1.8%	0.0080	0.9%	42%	True	False	145,702
10	0.8940	0.8730	0.0210	2.4%	0.0085	1.0%	43%	False	False	142,918
20	0.9017	0.8682	0.0335	3.8%	0.0101	1.2%	41%	False	False	171,995
40	0.9017	0.8210	0.0808	9.2%	0.0103	1.2%	76%	False	False	185,893
60	0.9017	0.8058	0.0960	10.9%	0.0092	1.0%	79%	False	False	166,044
80	0.9017	0.8058	0.0960	10.9%	0.0081	0.9%	79%	False	False	129,217
100	0.9017	0.8058	0.0960	10.9%	0.0076	0.9%	79%	False	False	103,491
120	0.9017	0.8058	0.0960	10.9%	0.0073	0.8%	79%	False	False	86,262

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9324
2.618	0.9165
1.618	0.9068
1.000	0.9009
0.618	0.8971
HIGH	0.8912
0.618	0.8874
0.500	0.8863
0.382	0.8852
LOW	0.8815
0.618	0.8755
1.000	0.8718
1.618	0.8658
2.618	0.8561
4.250	0.8402

Fisher Pivots for day following 09-Mar-2016
Pivot	1 day	3 day
R1	0.8863	0.8847
PP	0.8849	0.8838
S1	0.8834	0.8829

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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